Dr Sagarika Mishra

STAFF PROFILE

Position

Senior Lecturer

Faculty

Faculty of Business and Law

Department

BL Deakin Business School

Campus

Melbourne Burwood Campus

Qualifications

Bachelor of Arts (Economics), , 1997
Master of Business Management, , 2004
Doctor of Philosophy, Western Michigan University, 2008

Contact

Research interests

• Applied Time series Analysis
• Developing interest in Financial Time series Analysis
• Macroeconomics and Monetary Economics, Forecasting

Affiliations

• Midwest Economic Association
• American Economic Association
• European Accounting Association

Teaching interests

• Applied econometrics
• Quantitative methods in finance
• Money and capital market
• Financial Modeling

Publications

Filter by

2016

Dividends, leverage, and family ownership in the emerging Indonesian market

Mrs Evy Mulyani, A/Prof Harminder Singh, Dr Sagarika Mishra

(2016), Vol. 43, pp. 16-29, Journal of international financial markets, institutions and money, Amsterdam, The Netherlands, C1

journal
2015

Executive compensation and regulation-imposed governance: evidence from the California Nonprofit Integrity Act of 2004

Sandip Dhole, Saleha Khumawala, Dr Sagarika Mishra, Tharindra Ranasinghe

(2015), Vol. 90, pp. 443-466, Accounting review, Sarasota, Flo., C1

journal

A nonparametric model of financial system and economic growth

Dr Sagarika Mishra, Prof Paresh Narayan

(2015), Vol. 39, pp. 175-191, International review of economics and finance, Amsterdam, The Netherlands, C1

journal

Stock price comovement: Evidence from India

Dr Sagarika Mishra, Sandip Dhole

(2015), Vol. 51, pp. 893-903, Emerging markets finance and trade, London, Eng., C1

journal

Is exchange rate trading profitable?

Prof Paresh Narayan, Dr Sagarika Mishra, Seema Narayan, Dr Kannan Thuraisamy

(2015), Vol. 38, pp. 217-229, Journal of international financial markets, institutions and money, Amsterdam, The Netherlands, C1

journal

Effects of the SEC's XBRL mandate on financial reporting comparability

Sandip Dhole, Gerald Lobo, Dr Sagarika Mishra, Ananda Pal

(2015), Vol. 19, pp. 29-44, International journal of accounting information systems, Amsterdam, The Netherlands, C1

journal

New empirical evidence on the bid-ask spread

Prof Paresh Narayan, Dr Sagarika Mishra, Seema Narayan

(2015), Vol. 47, pp. 4484-4500, Applied economics, Oxford, Eng., C1

journal
2014

Spread determinants and the day-of-the-week effect

Prof Paresh Narayan, Dr Sagarika Mishra, Seema Narayan

(2014), Vol. 54, pp. 51-60, Quarterly review of economics and finance, Netherlands, C1

journal

State dependent asymmetric loss and the consensus forecast of real U.S. GDP growth

Matthew L. Higgins, Dr Sagarika Mishra

(2014), Vol. 38, pp. 627-632, Economic modelling, Amsterda, The Netherlands, C1

journal

Least squares learning and the US Treasury bill rate

Dr Sagarika Mishra, Sandip Dhole

(2014), Vol. 38, pp. 194-204, Economic Systems, Amsterdam, The Netherlands, C1

journal

Corrigendum to “Least squares learning and the US treasury bill rate” [Econ. Syst. 38 (2014) 194–204]

Matthew L. Higgins, Dr Sagarika Mishra, Sandip Dhole

(2014), Vol. 38, pp. 194-204, Economic systems, Amsterdam, The Netherlands, C1-1

journal
2013

Determinants of stock price bubbles

Prof Paresh Narayan, Dr Sagarika Mishra, Dr Susan Sharma, Dr Ruipeng Liu

(2013), Vol. 35, pp. 661-667, Economic modelling, Amsterdam, The Netherlands, C1

journal

Has the structural break slowed down growth rates of stock markets?

Prof Paresh Narayan, Seema Narayan, Dr Sagarika Mishra

(2013), Vol. 30, pp. 595-601, Economic modelling, Amsterdam, The Netherlands, C1

journal
2012

Do macro-economic variables explain stock-market returns? Evidence using a semi-parametric approach

Dr Sagarika Mishra, A/Prof Harminder Singh

(2012), Vol. 13, pp. 115-127, Journal of asset management, London, England, C1

journal

An analysis of Fiji's monetary policy transmission

Prof Paresh Narayan, Seema Narayan, Dr Sagarika Mishra, Russell Smyth

(2012), Vol. 29, pp. 52-70, Studies in economics and finance, Bingley, England, C1

journal
2011

Do remittances induce inflation? Fresh evidence from developing countries

Prof Paresh Narayan, Seema Narayan, Dr Sagarika Mishra

(2011), Vol. 77, pp. 914-933, Southern economic journal, Chattanooga, Tenn., C1

journal

Do market capitalization and stocks traded converge? New global evidence

Prof Paresh Narayan, Dr Sagarika Mishra, Seema Narayan

(2011), Vol. 35, pp. 2771-2781, Journal of banking & finance, Amsterdam, Netherlands, C1

journal
2010

Federal reserve monetary policy and the non-linearity of the Taylor rule

Dr Abdul Hayat Muhammad, Dr Sagarika Mishra

(2010), Vol. 27, pp. 1292-1301, Economic modelling, Amsterdam,Netherlands, C1

journal

Investigating the relationship between health and economic growth : empirical evidence from a panel of 5 Asian countries

Seema Narayan, Prof Paresh Narayan, Dr Sagarika Mishra

(2010), Vol. 21, pp. 404-411, Journal of Asian economics, Amsterdam, Netherlands, C1

journal
2009

Do macroeconomic variables explain stock market returns: Some evidence using a semi-parametric approach

Dr Sagarika Mishra, A/Prof Harminder Singh

(2009), pp. -, "Value Creation and Management : Vision for 2010" : The 17th Annual Conference on PBFEAM and The 3rd International Conference on Business in Asia (iCBA), Bangkok, Thailand, E1

conference

Testing forecast rationality under asymmetric loss with the Mincer-Zarnowitz regression

Matthew L. Higgins, Dr Sagarika Mishra

(2009), Vol. 7, pp. 59-72, Journal of quantitative economics, Dehli, India, C1-1

journal